Denisov, Denis; Zhang, Kaiyuan Markov chains in the domain of attraction of Brownian motion in cones. (English) Zbl 07957625 J. Theor. Probab. 38, No. 1, Paper No. 14, 34 p. (2025). MSC: 60J65 60F17 60J05 60G50 60G40 60J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Di Crescenzo, Antonio; Giorno, Virginia; Nobile, Amelia G.; Spina, Serena First-exit-time problems for two-dimensional Wiener and Ornstein-Uhlenbeck processes through time-varying ellipses. (English) Zbl 1542.60046 Stochastics 96, No. 1, 696-727 (2024). MSC: 60J60 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Zhou, Yinbing; Lu, Dawei The first exit time of fractional Brownian motion with a drift from a parabolic domain. (English) Zbl 1537.60048 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 3, 19 p. (2024). MSC: 60G22 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Hsiau, Shoou-Ren; Yao, Yi-Ching Stochastic ordering results on the duration of the gambler’s ruin game. (English) Zbl 1537.60025 J. Appl. Probab. 61, No. 2, 603-621 (2024). MSC: 60E15 60G40 91A05 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Aurzada, Frank; Mittenbühler, Pascal Persistence probabilities of a smooth self-similar anomalous diffusion process. (English) Zbl 1533.60037 J. Stat. Phys. 191, No. 3, Paper No. 37, 22 p. (2024). MSC: 60G15 60G22 60K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Zhenzhong; Wang, Xiaofeng; Tong, Jinying; Zhou, Tiandao; Qin, Zhenjiang Some explicit expressions for GBM with Markovian switching and parameter estimations. (English) Zbl 07808589 Commun. Stat., Theory Methods 53, No. 3, 1091-1121 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Minglei; Zhang, Guannan; Del-Castillo-Negrete, Diego; Cao, Yanzhao A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints. (English) Zbl 07770183 SIAM J. Numer. Anal. 61, No. 6, 2718-2743 (2023). MSC: 68Q25 65M75 60J60 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mariano, Phanuel; Panzo, Hugo; Wang, Jing Improved upper bounds for the hot spots constant of Lipschitz domains. (English) Zbl 1522.35120 Potential Anal. 59, No. 2, 771-787 (2023). Reviewer: Andreas Kleefeld (Jülich) MSC: 35B50 35J25 35P15 60J65 49Q10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deaconu, Madalina; Herrmann, Samuel Strong approximation of Bessel processes. (English) Zbl 1514.65006 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023). MSC: 65C05 60J60 60J25 60G17 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Kersting, Hans; Orvieto, Antonio; Proske, Frank; Lucchi, Aurelien Mean first exit times of Ornstein-Uhlenbeck processes in high-dimensional spaces. (English) Zbl 1509.60114 J. Phys. A, Math. Theor. 56, No. 21, Article ID 215003, 14 p. (2023). MSC: 60H10 60J65 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tong, Jinying; Wu, Ruifang; Zhang, Qianqian; Zhang, Zhenzhong; Zhu, Enwen First passage time and mean exit time for switching Brownian motion. (English) Zbl 1509.60099 Stoch. Dyn. 23, No. 1, Article ID 2350015, 25 p. (2023). MSC: 60G40 60J65 60J60 60H10 60J05 × Cite Format Result Cite Review PDF Full Text: DOI
Betsakos, Dimitrios; Boudabra, Maher; Markowsky, Greg On the duration of stays of Brownian motion in domains in Euclidean space. (English) Zbl 1504.31014 Electron. Commun. Probab. 27, 1-12 (2022). MSC: 31B15 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Karafyllia, Christina The range of Hardy numbers for comb domains. (English) Zbl 1509.30040 Comput. Methods Funct. Theory 22, No. 4, 743-753 (2022). Reviewer: Dmitri V. Prokhorov (Saratov) MSC: 30H10 42B30 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Dawei; Zhou, Yinbing The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains. (English) Zbl 1487.60085 Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022). MSC: 60G22 60J65 60G15 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Duraj, Jetlir; Raschel, Kilian; Tarrago, Pierre; Wachtel, Vitali Martin boundary of random walks in convex cones. (Frontière de Martin de marches aléatoires dans des cônes convexes.) (English. French summary) Zbl 1492.60123 Ann. Henri Lebesgue 5, 559-609 (2022). MSC: 60G50 60G40 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Siran; Ni, Hao Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\). (English) Zbl 1505.60092 J. Funct. Anal. 282, No. 12, Article ID 109447, 45 p. (2022). Reviewer: Lucio Galeati (Lausanne) MSC: 60L20 35R45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lefebvre, Mario The inverse first-passage-place problem for Wiener processes. (English) Zbl 1483.60120 Stochastic Anal. Appl. 40, No. 1, 96-102 (2022). Reviewer: Göran Högnäs (Åbo) MSC: 60J65 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Doehrman, Thomas; Sethuraman, Sunder; Venkataramani, Shankar C. Remarks on the range and multiple range of a random walk up to the time of exit. (English) Zbl 1487.60090 Rocky Mt. J. Math. 51, No. 5, 1603-1614 (2021). MSC: 60G50 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Feng, Chunrong; Zhao, Huaizhong; Zhong, Johnny Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance. (English) Zbl 1487.60106 Physica D 417, Article ID 132815, 18 p. (2021). MSC: 60H10 60J60 35Q84 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hong, Jieliang An exit measure construction of the total local time of super-Brownian motion. (English) Zbl 1486.60105 Electron. Commun. Probab. 26, Paper No. 40, 9 p. (2021). Reviewer: Renming Song (Urbana) MSC: 60J65 60G57 60J55 60J68 × Cite Format Result Cite Review PDF Full Text: DOI
Panzo, Hugo Independent factorization of the last zero arcsine law for Bessel processes with drift. (English) Zbl 1495.60019 Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021). MSC: 60G17 60J60 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Backlinks: MO
Zhang, Zhenzhong; Zhai, Miaomiao; Tong, Jinying; Zhang, Qianqian Some characterizations for Brownian motion with Markov switching. (English) Zbl 1490.60226 Nonlinear Anal., Hybrid Syst. 42, Article ID 101086, 21 p. (2021). MSC: 60J65 60J60 60J05 × Cite Format Result Cite Review PDF Full Text: DOI
Palmowski, Zbigniew; Wang, Longmin On the exact asymptotics of exit time from a cone of an isotropic \(\alpha\)-self-similar Markov process with a skew-product structure. (English) Zbl 1483.31017 Probab. Math. Stat. 41, No. 1, 25-38 (2021). MSC: 31B05 60J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tesfay, Almaz; Tesfay, Daniel; Khalaf, Anas; Brannan, James Mean exit time and escape probability for the stochastic logistic growth model with multiplicative \(\alpha\)-stable Lévy noise. (English) Zbl 1481.60116 Stoch. Dyn. 21, No. 4, Article ID 2150016, 27 p. (2021). MSC: 60H10 60G51 39A50 45K05 65N22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Boudabra, Maher; Markowsky, Greg On the finiteness of moments of the exit time of planar Brownian motion from comb domains. (English) Zbl 1472.60139 Ann. Fenn. Math. 46, No. 1, 527-536 (2021). MSC: 60J65 30E99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alayed, Haneen; DeBlassie, Dante Brownian motion with a horizontal Bessel drift in a parabolic-type domain. (English) Zbl 1475.60152 Stochastic Processes Appl. 140, 183-215 (2021). MSC: 60J65 60J60 33C10 × Cite Format Result Cite Review PDF Full Text: DOI
Gimeno, Vicent; Palmer, Vicente Parabolicity, Brownian exit time and properness of solitons of the direct and inverse mean curvature flow. (English) Zbl 1464.53049 J. Geom. Anal. 31, No. 1, 579-618 (2021). MSC: 53C21 53E10 53C42 58J65 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Jingmin; Gao, Zhongqin; Yang, Yitao Exit times for geometric Brownian motion. (English) Zbl 1513.91061 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 82, No. 1, 27-34 (2020). MSC: 91G05 60J70 44A10 × Cite Format Result Cite Review PDF
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 1455.60088 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60H30 35R60 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Boudabra, Maher; Markowsky, Greg Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain. (English) Zbl 1457.60125 J. Appl. Probab. 57, No. 4, 1135-1149 (2020). MSC: 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lefebvre, Mario The ruin problem for a Wiener process with state-dependent jumps. (English) Zbl 1524.60185 J. Appl. Math. Stat. Inform. 16, No. 1, 13-23 (2020). MSC: 60J76 60J60 60G40 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Raschel, Kilian; Tarrago, Pierre Boundary behavior of random walks in cones. (English) Zbl 1456.60110 Markov Process. Relat. Fields 26, No. 4, 711-756 (2020). MSC: 60G50 60G40 60F17 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Le Gall, Jean-François; Riera, Armand Some explicit distributions for Brownian motion indexed by the Brownian tree. (English) Zbl 1468.60101 Markov Process. Relat. Fields 26, No. 4, 659-686 (2020). MSC: 60J65 60J68 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Hong, Jieliang On the boundary local time measure of super-Brownian motion. (English) Zbl 1471.60071 Electron. J. Probab. 25, Paper No. 106, 66 p. (2020). MSC: 60G57 60J68 60H30 35J75 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Maller, Ross A.; Mason, David M. Compactness and continuity properties for a Lévy process at a two-sided exit time. (English) Zbl 1440.62066 Electron. J. Probab. 25, Paper No. 51, 26 p. (2020). MSC: 62E17 62B15 62G05 60G65 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Małecki, Jacek; Serafin, Grzegorz Dirichlet heat kernel for the Laplacian in a ball. (English) Zbl 1448.35276 Potential Anal. 52, No. 4, 545-563 (2020). MSC: 35K08 60J65 31B99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Herrmann, Samuel; Zucca, Cristina Exact simulation of first exit times for one-dimensional diffusion processes. (English) Zbl 07197800 ESAIM, Math. Model. Numer. Anal. 54, No. 3, 811-844 (2020). MSC: 65C05 65N75 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Wei; Zhu, Quanxin; Lu, Yi Moments and distributions of the last exit times for a class of Markov processes. (English) Zbl 1540.60175 Math. Comput. Simul. 155, 146-153 (2019). MSC: 60J25 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Lelièvre, Tony; Le Peutrec, Dorian; Nectoux, Boris Exit event from a metastable state and Eyring-Kramers law for the overdamped Langevin dynamics. (English) Zbl 1442.82022 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 331-363 (2019). MSC: 82C31 60J76 82M31 65C05 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Aurzada, F.; Lifshits, M. A. The first exit time of fractional Brownian motion from a parabolic domain. (English) Zbl 1480.60088 Theory Probab. Appl. 64, No. 3, 490-497 (2019) and Teor. Veroyatn. Primen. 64, No. 3, 610-620 (2019). MSC: 60G15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Geiss, Christel; Luoto, Antti; Salminen, Paavo On first exit times and their means for Brownian bridges. (English) Zbl 1436.60075 J. Appl. Probab. 56, No. 3, 701-722 (2019). MSC: 60J65 60J60 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gzyl, Henryk Hitting spheres with Brownian motion revisited. (English) Zbl 1422.60138 Stat. Probab. Lett. 155, Article ID 108565, 6 p. (2019). MSC: 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Lv, You Brownian motion between two random trajectories. (English) Zbl 1481.60164 Markov Process. Relat. Fields 25, No. 2, 359-377 (2019). MSC: 60J65 × Cite Format Result Cite Review PDF Full Text: arXiv
Gür, Sercan; Pötzelberger, Klaus Sensitivity of boundary crossing probabilities of the Brownian motion. (English) Zbl 1428.60122 Monte Carlo Methods Appl. 25, No. 1, 75-83 (2019). MSC: 60J70 60G40 65C05 62F03 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lifshits, M.; Nazarov, A. On Brownian exit times from perturbed multi-strips. (English) Zbl 1407.60112 Stat. Probab. Lett. 147, 1-5 (2019). MSC: 60J65 35K05 35J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ren, Dan Optimal stopping for the last exit time. (English) Zbl 1440.60037 Bull. Aust. Math. Soc. 99, No. 1, 148-160 (2019). MSC: 60G40 62M20 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Colladay, Don; Langford, Jeffrey J.; McDonald, Patrick Comparison results, exit time moments, and eigenvalues on Riemannian manifolds with a lower Ricci curvature bound. (English) Zbl 1410.58016 J. Geom. Anal. 28, No. 4, 3906-3927 (2018). Reviewer: Peter B. Gilkey (Eugene) MSC: 58J65 58J50 35P15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, Fengyan; Chen, Xiaoli; Zheng, Yayun; Duan, Jinqiao; Kurths, Jürgen; Li, Xiaofan Lévy noise induced transition and enhanced stability in a gene regulatory network. (English) Zbl 1396.92026 Chaos 28, No. 7, 075510, 12 p. (2018). MSC: 92C40 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grama, Ion; Lauvergnat, Ronan; Le Page, Émile Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption. (English) Zbl 1430.60042 Ann. Probab. 46, No. 4, 1807-1877 (2018). MSC: 60G50 60F05 60J50 60J05 60J70 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Grama, Ion; Lauvergnat, Ronan; Le Page, Émile Limit theorems for affine Markov walks conditioned to stay positive. (English. French summary) Zbl 1396.60080 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 529-568 (2018). MSC: 60J05 60J50 60G50 60J70 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gapeev, Pavel V.; Brockhaus, Oliver; Dubois, Mathieu On some functionals of the first passage times in models with switching stochastic volatility. (English) Zbl 1395.91442 Int. J. Theor. Appl. Finance 21, No. 1, Article ID 1850001, 21 p. (2018). MSC: 91G20 60G40 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Jilani Ben Naouara, Noureddine; Trabelsi, Faouzi Boundary classification and simulation of one-dimensional diffusion processes. (English) Zbl 1452.60051 Int. J. Math. Oper. Res. 11, No. 1, 107-138 (2017). MSC: 60J60 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos Exit option for a class of profit functions. (English) Zbl 1395.49022 Int. J. Comput. Math. 94, No. 11, 2178-2193 (2017). MSC: 49L20 60G40 65L10 × Cite Format Result Cite Review PDF Full Text: DOI
Cadeddu, Lucio; Farina, Maria Antonietta A short note on the mean exit time of the Brownian motion. (English) Zbl 1386.60280 Int. J. Geom. Methods Mod. Phys. 14, No. 12, Article ID 1750173, 9 p. (2017). MSC: 60J65 53C20 53C80 53Z05 × Cite Format Result Cite Review PDF Full Text: DOI
Perman, Mihael A decomposition for Markov processes at an independent exponential time. (English) Zbl 1372.60111 Ars Math. Contemp. 12, No. 1, 51-65 (2017). MSC: 60J25 60J55 60J60 60J65 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Dryden, Emily B.; Langford, Jeffrey J.; McDonald, Patrick Exit time moments and eigenvalue estimates. (English) Zbl 1390.35202 Bull. Lond. Math. Soc. 49, No. 3, 480-490 (2017). Reviewer: Dumitru Motreanu (Juiz de Fora) MSC: 35P15 58J65 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen A joint Laplace transform for pre-exit diffusion of occupation times. (English) Zbl 1370.60134 Acta Math. Sin., Engl. Ser. 33, No. 4, 509-525 (2017). MSC: 60J60 60J65 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Athreya, K. B.; Rajeev, B. Weak convergence of the past and future of Brownian motion given the present. (English) Zbl 1367.60015 Proc. Indian Acad. Sci., Math. Sci. 127, No. 1, 165-174 (2017). MSC: 60F05 60J65 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen An occupation time related potential measure for diffusion processes. (English) Zbl 1370.60133 Front. Math. China 12, No. 3, 559-582 (2017). MSC: 60J60 60J65 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
D’Onofrio, Giuseppe; Pirozzi, Enrica Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics. (English) Zbl 1362.92020 J. Math. Biol. 74, No. 6, 1511-1531 (2017). MSC: 92C40 60G15 60J70 60H10 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Serafin, Grzegorz Exit times densities of the Bessel process. (English) Zbl 1374.60154 Proc. Am. Math. Soc. 145, No. 7, 3165-3178 (2017). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J60 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Dawei Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains. (English) Zbl 1349.60057 Commun. Stat., Theory Methods 45, No. 22, 6569-6595 (2016). MSC: 60G15 60G40 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Ryznar, Michał; Żak, Tomasz Exit time of a hyperbolic \(\alpha\)-stable process from a halfspace or a ball. (English) Zbl 1342.60072 Potential Anal. 45, No. 1, 83-107 (2016). MSC: 60G52 60J75 60J45 60J65 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Uchiyama, Kôhei Density of space-time distribution of Brownian first hitting of a disc and a ball. (English) Zbl 1361.60073 Potential Anal. 44, No. 3, 497-541 (2016). Reviewer: René L. Schilling (Dresden) MSC: 60J65 60J60 60H10 60J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Castell, Fabienne; Guillotin-Plantard, Nadine; Watbled, Frédérique Persistence exponent for random processes in Brownian scenery. (English) Zbl 1335.60187 ALEA, Lat. Am. J. Probab. Math. Stat. 13, No. 1, 79-94 (2016). MSC: 60K37 60F05 60F17 60J65 60G15 60G18 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Chumley, Timothy; Feres, Renato; Zhang, Hong-Kun Diffusivity in multiple scattering systems. (English) Zbl 1332.60134 Trans. Am. Math. Soc. 368, No. 1, 109-148 (2016). Reviewer: Weiping Li (Stillwater) MSC: 60K35 60F05 60F17 60J65 60J60 82B40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vakeroudis, Stavros On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process. (English) Zbl 1408.60071 Stochastics 87, No. 5, 766-793 (2015). MSC: 60J60 60H10 60J65 60G52 60F05 60H05 60G44 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Lyons, Terry; Ni, Hao Expected signature of Brownian motion up to the first exit time from a bounded domain. (English) Zbl 1350.60086 Ann. Probab. 43, No. 5, 2729-2762 (2015). Reviewer: Wanyang Dai (Nanjing) MSC: 60J65 60J60 60G40 60J10 60J35 47D07 47D03 35K05 35K08 35K10 35K51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Lu, Dawei; Song, Lixin Some asymptotic formulas for a Brownian motion with a regular variation from a parabolic domain. (English) Zbl 1320.60139 Commun. Stat., Theory Methods 44, No. 9, 1763-1778 (2015). MSC: 60J65 60G40 60G15 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Rupprecht, J.-F.; Bénichou, O.; Grebenkov, D. S.; Voituriez, R. Exit time distribution in spherically symmetric two-dimensional domains. (English) Zbl 1317.82045 J. Stat. Phys. 158, No. 1, 192-230 (2015). MSC: 82C31 60J65 60J68 80A20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cadeddu, Lucio; Gallot, Sylvestre; Loi, Andrea Maximizing mean exit-time of the Brownian motion on Riemannian manifolds. (English) Zbl 1317.49053 Monatsh. Math. 176, No. 4, 551-570 (2015). Reviewer: Andrew Bucki (Edmond) MSC: 49Q20 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duan, Jinqiao An introduction to stochastic dynamics. (English) Zbl 1359.60003 Cambridge Texts in Applied Mathematics. Cambridge: Cambridge University Press (ISBN 978-1-107-42820-1/pbk; 978-1-107-07539-9/hbk). xvii, 291 p. (2015). Reviewer: Jacques Franchi (Strasbourg) MSC: 60-01 60H30 60H40 37H99 60H10 37H10 60J65 60G51 × Cite Format Result Cite Review PDF
Habtemicael, Semere; SenGupta, Indranil Ornstein-Uhlenbeck processes for geophysical data analysis. (English) Zbl 1395.86008 Physica A 399, 147-156 (2014). MSC: 86A32 60J70 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Farjudian, Amin; Emamizadeh, Behrouz Maximal mean exit time related to the \(p\)-Laplace operator. (English) Zbl 1321.35066 Appl. Math. E-Notes 14, 173-184 (2014). MSC: 35J92 26D07 60J65 × Cite Format Result Cite Review PDF Full Text: EMIS
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na Diffusion occupation time before exiting. (English) Zbl 1308.60093 Front. Math. China 9, No. 4, 843-861 (2014). MSC: 60J60 60J65 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Garbit, Rodolphe; Raschel, Kilian On the exit time from a cone for Brownian motion with drift. (English) Zbl 1317.60104 Electron. J. Probab. 19, Paper No. 63, 27 p. (2014). MSC: 60J65 60G50 60F17 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hesse, Marion; Kyprianou, Andreas E. The mass of super-Brownian motion upon exiting balls and Sheu’s compact support condition. (English) Zbl 1329.60294 Stochastic Processes Appl. 124, No. 6, 2003-2022 (2014). MSC: 60J68 60J80 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hieber, Peter First-passage times of regime switching models. (English) Zbl 1351.60049 Stat. Probab. Lett. 92, 148-157 (2014). MSC: 60G40 60J65 60J27 60J60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lachal, Aimé From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval. (English) Zbl 1319.60077 Int. J. Stoch. Anal. 2014, Article ID 520136, 49 p. (2014). MSC: 60G20 60G50 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lachal, Aimé First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\). (English) Zbl 1319.60076 Stochastic Processes Appl. 124, No. 2, 1084-1111 (2014). MSC: 60G20 60G40 60K99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borisov, Denis; Freitas, Pedro Asymptotics for the expected lifetime of Brownian motion on thin domains in \(\mathbb R^n\). (English) Zbl 1296.60220 J. Theor. Probab. 26, No. 1, 284-309 (2013). MSC: 60J65 35J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lefebvre, Mario First passage to a semi-infinite line for a two-dimensional Wiener process. (English) Zbl 1299.60097 ROMAI J. 9, No. 1, 61-68 (2013). MSC: 60J70 93E20 × Cite Format Result Cite Review PDF Full Text: Link
Vakeroudis, Stavros; Yor, Marc Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion. (English) Zbl 1294.60103 Bernoulli 19, No. 5A, 2000-2009 (2013). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J65 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Doney, R. A.; Vakeroudis, S. Windings of planar stable processes. (English) Zbl 1290.60053 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 277-300 (2013). Reviewer: Jan Gairing (Berlin) MSC: 60G52 60F05 60G51 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Fernández, Lexuri; Hieber, Peter; Scherer, Matthias Double-barrier first-passage times of jump-diffusion processes. (English) Zbl 1410.91446 Monte Carlo Methods Appl. 19, No. 2, 107-141 (2013). MSC: 91G20 60G51 91G60 65Y20 58J65 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pinsky, Mark A. Stochastic Taylor formulas and Riemannian geometry. (English) Zbl 1280.58025 Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 9-23 (2013). Reviewer: Maria Gordina (Storrs) MSC: 58J65 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Aurzada, Frank; Kramm, Tanja First exit of Brownian motion from a one-sided moving boundary. (English) Zbl 1271.60088 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 213-217 (2013). MSC: 60J65 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
McDonald, Patrick Exit times, moment problems and comparison theorems. (English) Zbl 1273.60102 Potential Anal. 38, No. 4, 1365-1372 (2013). Reviewer: Jacques Franchi (Strasbourg) MSC: 60J65 44A60 58J65 × Cite Format Result Cite Review PDF Full Text: DOI
Vakeroudis, S. On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes via Bougerol’s identity. (English. Russian original) Zbl 1273.60103 Theory Probab. Appl. 56, No. 3, 485-507 (2012); translation from Teor. Veroyatn. Primen. 56, No. 3, 566-591 (2011). Reviewer: Kun Soo Chang (Seoul) MSC: 60J65 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Che, Wenbin; Song, Lixin; Feng, Jinghai; Lu, Dawei The first exit time of sum of Brownian motions from an unbounded convex domain. (Chinese. English summary) Zbl 1265.60156 J. Dalian Univ. Technol. 52, No. 2, 309-312 (2012). MSC: 60J65 × Cite Format Result Cite Review PDF
DeBlassie, Dante Brownian motion in a quasi-cone. (English) Zbl 1259.60095 Probab. Theory Relat. Fields 154, No. 1-2, 127-148 (2012). MSC: 60J65 60J55 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zhen-Qing; Kim, Panki; Song, Renming Global heat kernel estimates for \(\Delta+\Delta^{\alpha/2}\) in half-space-like domains. (English) Zbl 1247.60115 Electron. J. Probab. 17, Paper No. 32, 32 p. (2012). MSC: 60J35 47G20 60J75 47D07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Das, Biswarup; Goswami, Debashish Quantum Brownian motion on non-commutative manifolds: Construction, deformation and exit times. (English) Zbl 1236.58017 Commun. Math. Phys. 309, No. 1, 193-228 (2012). Reviewer: Igor V. Nikolaev (Ottawa) MSC: 58B34 46L85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hurtado, Ana; Markvorsen, Steen; Palmer, Vicente Comparison of exit moment spectra for extrinsic metric balls. (English) Zbl 1241.53050 Potential Anal. 36, No. 1, 137-153 (2012). Reviewer: Alberto Parmeggiani (Bologna) MSC: 53C40 58J65 35J25 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hieber, Peter; Scherer, Matthias A note on first-passage times of continuously time-changed Brownian motion. (English) Zbl 1229.91310 Stat. Probab. Lett. 82, No. 1, 165-172 (2012). MSC: 91G20 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Markowsky, Greg T. On the expected exit time of planar Brownian motion from simply connected domains. (English) Zbl 1243.60064 Electron. Commun. Probab. 16, 652-663 (2011). MSC: 60J65 30C35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aurzada, Frank On the one-sided exit problem for fractional Brownian motion. (English) Zbl 1244.60042 Electron. Commun. Probab. 16, 392-404 (2011). MSC: 60G22 60G15 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Dawei; Song, Lixin The first exit time of a Brownian motion from the Minimum and maximum parabolic domains. (English) Zbl 1235.60113 J. Theor. Probab. 24, No. 4, 1028-1043 (2011). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J65 60G40 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Lefebvre, Mario Forcing a controlled diffusion process to leave through the right end of an interval. (English) Zbl 1313.93206 ROMAI J. 6, No. 2, 181-184 (2010). MSC: 93E20 49N10 × Cite Format Result Cite Review PDF